CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 23-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1.6032 |
1.5956 |
-0.0076 |
-0.5% |
1.6214 |
High |
1.6093 |
1.5989 |
-0.0104 |
-0.6% |
1.6404 |
Low |
1.5912 |
1.5917 |
0.0005 |
0.0% |
1.6043 |
Close |
1.5960 |
1.5944 |
-0.0016 |
-0.1% |
1.6111 |
Range |
0.0181 |
0.0072 |
-0.0109 |
-60.2% |
0.0361 |
ATR |
0.0180 |
0.0172 |
-0.0008 |
-4.3% |
0.0000 |
Volume |
60,964 |
72,694 |
11,730 |
19.2% |
491,326 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6166 |
1.6127 |
1.5984 |
|
R3 |
1.6094 |
1.6055 |
1.5964 |
|
R2 |
1.6022 |
1.6022 |
1.5957 |
|
R1 |
1.5983 |
1.5983 |
1.5951 |
1.5967 |
PP |
1.5950 |
1.5950 |
1.5950 |
1.5942 |
S1 |
1.5911 |
1.5911 |
1.5937 |
1.5895 |
S2 |
1.5878 |
1.5878 |
1.5931 |
|
S3 |
1.5806 |
1.5839 |
1.5924 |
|
S4 |
1.5734 |
1.5767 |
1.5904 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7269 |
1.7051 |
1.6310 |
|
R3 |
1.6908 |
1.6690 |
1.6210 |
|
R2 |
1.6547 |
1.6547 |
1.6177 |
|
R1 |
1.6329 |
1.6329 |
1.6144 |
1.6258 |
PP |
1.6186 |
1.6186 |
1.6186 |
1.6150 |
S1 |
1.5968 |
1.5968 |
1.6078 |
1.5897 |
S2 |
1.5825 |
1.5825 |
1.6045 |
|
S3 |
1.5464 |
1.5607 |
1.6012 |
|
S4 |
1.5103 |
1.5246 |
1.5912 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6295 |
2.618 |
1.6177 |
1.618 |
1.6105 |
1.000 |
1.6061 |
0.618 |
1.6033 |
HIGH |
1.5989 |
0.618 |
1.5961 |
0.500 |
1.5953 |
0.382 |
1.5945 |
LOW |
1.5917 |
0.618 |
1.5873 |
1.000 |
1.5845 |
1.618 |
1.5801 |
2.618 |
1.5729 |
4.250 |
1.5611 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1.5953 |
1.6034 |
PP |
1.5950 |
1.6004 |
S1 |
1.5947 |
1.5974 |
|